• 제목/요약/키워드: Cumulative mean function

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ROC Curve for Multivariate Random Variables

  • Hong, Chong Sun
    • Communications for Statistical Applications and Methods
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    • 제20권3호
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    • pp.169-174
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    • 2013
  • The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

Nonparametric Inference for the Recurrent Event Data with Incomplete Observation Gaps

  • Kim, Jin-Heum;Nam, Chung-Mo;Kim, Yang-Jin
    • 응용통계연구
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    • 제25권4호
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    • pp.621-632
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    • 2012
  • Recurrent event data can be easily found in longitudinal studies such as clinical trials, reliability fields, and the social sciences; however, there are a few observations that disappear temporarily in sight during the follow-up and then suddenly reappear without notice like the Young Traffic Offenders Program(YTOP) data collected by Farmer et al. (2000). In this article we focused on inference for a cumulative mean function of the recurrent event data with these incomplete observation gaps. Defining a corresponding risk set would be easily accomplished if we know the exact intervals where the observation gaps occur. However, when they are incomplete (if their starting times are known but their terminating times are unknown) we need to estimate a distribution function for the terminating times of the observation gaps. To accomplish this, we treated them as interval-censored and then estimated their distribution using the EM algorithm proposed by Turnbull (1976). We proposed a nonparametric estimator for the cumulative mean function and also a nonparametric test to compare the cumulative mean functions of two groups. Through simulation we investigated the finite-sample performance of the proposed estimator and proposed test. Finally, we applied the proposed methods to YTOP data.

Bezier curve smoothing of cumulative hazard function estimators

  • Cha, Yongseb;Kim, Choongrak
    • Communications for Statistical Applications and Methods
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    • 제23권3호
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    • pp.189-201
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    • 2016
  • In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

BIVARIATE DYNAMIC CUMULATIVE RESIDUAL TSALLIS ENTROPY

  • SATI, MADAN MOHAN;SINGH, HARINDER
    • Journal of applied mathematics & informatics
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    • 제35권1_2호
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    • pp.45-58
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    • 2017
  • Recently, Sati and Gupta (2015) proposed two measures of uncertainty based on non-extensive entropy, called the dynamic cumulative residual Tsallis entropy (DCRTE) and the empirical cumulative Tsallis entropy. In the present paper, we extend the definition of DCRTE into the bivariate setup and study its properties in the context of reliability theory. We also define a new class of life distributions based on bivariate DCRTE.

원공을 가진 CFRP 복합재료의 피로누적손상 및 피로수명에 대한 확률적 해석 (A Probabilistic Analysis for Fatigue Cumulative Damage and Fatigue Life in CFRP Composites Containing a Circular Hole)

  • 김정규;김도식
    • 대한기계학회논문집
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    • 제19권8호
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    • pp.1915-1926
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    • 1995
  • The Fatigue characteristics of 8-harness satin woven CFRP composites with a circular hole are experimentally investigated under constant amplitude tension-tension loading. It is found in this study that the fatigue damage accumulation behavior is very random and history-independent, and the fatigue cumulative damage is linearly related with the mean number of cycles to a specified damage state. From these results, it is known that the fatigue characteristics of CFRP composites satisfy the basic assumptions of Markov chain theory and the parameter of Markov chain model can be determined only by mean and variance of fatigue lives. The predicted distribution of the fatigue cumulative damage using Markov chain model shows a good agreement with the test results. For the fatigue life distribution, Markov chain model makes similar accuracy to 2-parameter Weibull distribution function.

Verification of Graphite Isotope Ratio Method Combined With Polynomial Regression for the Estimation of Cumulative Plutonium Production in a Graphite-Moderated Reactor

  • Kim, Kyeongwon;Han, Jinseok;Lee, Hyun Chul;Jang, Junkyung;Lee, Deokjung
    • 방사성폐기물학회지
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    • 제19권4호
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    • pp.447-457
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    • 2021
  • Graphite Isotope Ratio Method (GIRM) can be used to estimate plutonium production in a graphite-moderated reactor. This study presents verification results for the GIRM combined with a 3-D polynomial regression function to estimate cumulative plutonium production in a graphite-moderated reactor. Using the 3-D Monte-Carlo method, verification was done by comparing the cumulative plutonium production with the GIRM. The GIRM can estimate plutonium production for specific sampling points using a function that is based on an isotope ratio of impurity elements. In this study, the 10B/11B isotope ratio was chosen and calculated for sampling points. Then, 3-D polynomial regression was used to derive a function that represents a whole core cumulative plutonium production map. To verify the accuracy of the GIRM with polynomial regression, the reference value of plutonium production was calculated using a Monte-Carlo code, MCS, up to 4250 days of depletion. Moreover, the amount of plutonium produced in certain axial layers and fuel pins at 1250, 2250, and 3250 days of depletion was obtained and used for additional verification. As a result, the difference in the total cumulative plutonium production based on the MCS and GIRM results was found below 3.1% with regard to the root mean square (RMS) error.

New Definition of the Fibrogram and Its Application to Cotton Blending

  • Jeon, Boong-Soo
    • Fibers and Polymers
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    • 제6권4호
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    • pp.332-335
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    • 2005
  • The fibrogram theory is newly derived from the superposition principle of the conventional staple diagram, in which the left-hand ends of the fibers have to share a common starting point in order for the fiber length distribution to be measured, and the right-hand ends of the fibers form points. It is shown that the fibrogram is the staple diagram of the fiber sample having different random starting points, as well as the double cumulative distribution function of the frequency length function in the length biased sample. Also, the various means, viz. the numerical mean length, numerical mean length in median, length biased mean length, and length biased mean length in median, and the various upper half means, viz. the numerical upper half mean length, numerical upper half mean length in median, length biased upper half mean length, and length biased upper half mean length in median, are discussed in relation to the cotton blending process.

선원의 자율신경 기능평가에 의한 누적피로도 및 스트레스와 조사연구 사이의 관련성 연구 (The Relationship Study between Cumulative Fatigue and Stress of Seafarers by Evaluating Autonomic Nervous Functions and Survey Studies)

  • 김병조;이정훈;이수경;권해연;권영태;박용선;채병근
    • 대한통합의학회지
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    • 제6권4호
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    • pp.1-13
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    • 2018
  • Purpose : The purpose of this study has been performed to find the relationship between seafarers' cumulative fatigue and stress by evaluating autonomic nervous functions and the results of surveys conducted using questionnaires. Methods : The subjects were seafarers working on various ships (home trade ships) of South Korea, who were healthy adults without any diseases, as confirmed through preliminary surveys were recruited through simple random sampling. A device that measures autonomic nervous functions by analyzing heart rate variability, which is also used often in clinical diagnoses and studies at universities, university hospitals, and general hospitals was used to measure the seafarers' cumulative fatigue and stress. Pearson's correlation analyses were also conducted to test the relationship between cumulative fatigue and stress measured by evaluating autonomic nervous functions and the results of surveys conducted with questionnaires. Results : There was no correlation between mean cumulative fatigue measured for each ship type and seafarers position through autonomic nervous functions evaluation and fatigue severity scale (FSS). There also was no correlation between the mean levels of stress measured for each ship type and seafarers position through autonomic nervous functions evaluation and survey scores of Korean occupational stress scale (KOSS). Conclusion : Therefore, in order to prevent man-made accidents in the sea among seafarers working with irregular port entry/departure schedules and under environments involving continued vibration, noises, and shaking, it is necessary to analyzed cumulative fatigue and stress scientifically and objectively, such as through autonomic nervous functions evaluation rather than through surveys.

신경망이론에 의한 비중심T분포 확률계산 (Computation of Noncentral T Probabilities using Neural Network Theory)

  • 구선희
    • 한국정보처리학회논문지
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    • 제4권1호
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    • pp.177-183
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    • 1997
  • 비 중심t분포의 누적함수는 두 정규모집단에서 모평균의 동일성 검정에서 검정력 계산 및 모 평균에 대한 표준편차의 비에 대하여 신뢰구간을 계산할 때 요구된다. 본 논문에서는 비중심t분포의 누적함수 계산에 신경망 이론을 적용하였다. 신경망은 다 층 퍼셉트론이며 학습과정은 역전파 학습알고리즘이다. Fisher가 제시한 확률값과 신 경망이론에 의하여 계산한 결과를 비교하였다.

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랜덤하중하의 GFRP의 피로누적손상거동과 피로수명예측 (The Fatigue Cumulative Damage and Life Prediction of GFRP under Random Loading)

  • 김정규;심동석
    • 대한기계학회논문집A
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    • 제20권12호
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    • pp.3892-3898
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    • 1996
  • In this study, the prediction of the fatigue life as well as the extimation of the characteristics of fatigue cumulative damage on GFRP under random loading were performed. The constant amplitude tests and the ramdom loading test were carried on notched GFRP specimens with a circular hole. Random waves were generated with a micro-computer and had wide band spectra. Since it is useful that the prediction of fatigue life ot the given load sequences is based on S-N curves under constant amplitude loading, the estimation of equivalent stress is done on every random waves. The equivalent stress wasat first estimated by Miner's rule and then by the proposed model which was based on Hashin-Rotem's comulative damage theory regarding nonlinear fatigue cumulative damage behavior. The fatigue lives were predicted from each equivalent stress evaluated. And each predicted fatigue llife was compared with experimental results. The number of cycles of random loads were counted by mean-cross counting method. The reuslts showed that the fatigue life predicted by proposed model was correlated well with the experimental results in comparison with Miner's model.